Credit Risk Data Modeller - IFRS 9 Experience

JR United Kingdom; City Of London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading company in the financial sector is seeking a Credit Risk Data Modeller with experience in IFRS9 to support their Risk division. The successful candidate will be instrumental in implementing new models for impairment and stress testing as part of a 6-month contract, working primarily onsite in Milton Keynes.

Qualifications

• Hands-on experience with IFRS9 or related projects is essential.

Responsibilities

• Specify model and execution requirements.
• Test model implementation, including controls.
• Review and challenge model outputs for fitness for use.

Skills

Data Modelling

IFRS9

Analytics

Tools

Exeqmode

Job description

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Credit Risk Data Modeller - IFRS 9 Experience, London (City of London)

Client: Lorien

Location: London (City of London), United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views: 3

Posted: 16.06.2025

Expiry Date: 31.07.2025

Job Description:

Inside IR35

Location: Milton Keynes - 3 days onsite

Contract Duration: 6 months

The ideal candidate will support the Risk division Provisions and Forecasting team in implementing new IFRS9 GEN2 models for impairment and stress testing. There are five models in total for impairments and their stress testing equivalents, implemented in the third-party tool Exeqmode.

Key responsibilities include:

• Specify model and execution requirements
• Test model implementation, including controls
• Review and challenge model outputs for fitness for use
• Develop analytics dashboards, monitoring, and MI reports
• Prepare materials for governance and approval at forums/committees
• Support ongoing maintenance of the models
• Develop and update process documentation for model changes
• Hands-on experience with IFRS9 or related projects